It can capture keystrokes (keylogging), steal saved passwords from browsers, and access sensitive files.
If you suspect you executed the file, change your important passwords (banking, email, social media) from a different, clean device .
Use an updated, reputable antivirus (like Microsoft Defender, Malwarebytes, or Bitdefender) to perform a "Full System Scan" to ensure no components were already executed.
It can download additional malware, modify the Windows Registry for persistence (so it starts every time you reboot), and terminate security software.